liftLRD: Wavelet Lifting Estimators of the Hurst Exponent for Regularly and Irregularly Sampled Time Series
Version 1.0-5

Implementations of Hurst exponent estimators based on the relationship between wavelet lifting scales and wavelet energy.

Package details

AuthorMarina Knight [aut], Guy Nason [ctb], Matt Nunes [aut, cre]
Date of publication2016-09-07 14:41:36
MaintainerMatt Nunes <m.nunes@lancaster.ac.uk>
LicenseGPL-2
Version1.0-5
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("liftLRD")

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liftLRD documentation built on May 29, 2017, 3:25 p.m.